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arch 7.0.0

arch.univariate.base.ARCHModelFixedResult.params

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arch 7.0.0

Univariate Volatility Models
Univariate Volatility Models
- Introduction
- Examples
- Forecasting
- Volatility Forecasting
- Value-at-Risk Forecasting
- Forecasting Scenarios
- Forecasting with Exogenous Variables
- Mean Models
- Volatility Processes
- Using the Fixed Variance Process
- Distributions
- Results
  Results
  - arch.univariate.base.ARCHModelResult
  - arch.univariate.base.ARCHModelFixedResult
    
    arch.univariate.base.ARCHModelFixedResult
    
    Carch.univariate.base.ARCHModelFixedResult
    
    Carch.univariate.base.ARCHModelFixedResult
    
    arch.univariate.base.ARCHModelFixedResult.arch_lm_test
    
    arch.univariate.base.ARCHModelFixedResult.forecast
    
    arch.univariate.base.ARCHModelFixedResult.hedgehog_plot
    
    arch.univariate.base.ARCHModelFixedResult.plot
    
    arch.univariate.base.ARCHModelFixedResult.summary
    
    arch.univariate.base.ARCHModelFixedResult.aic
    
    arch.univariate.base.ARCHModelFixedResult.bic
    
    arch.univariate.base.ARCHModelFixedResult.conditional_volatility
    
    arch.univariate.base.ARCHModelFixedResult.loglikelihood
    
    arch.univariate.base.ARCHModelFixedResult.model
    
    arch.univariate.base.ARCHModelFixedResult.nobs
    
    arch.univariate.base.ARCHModelFixedResult.num_params
    
    arch.univariate.base.ARCHModelFixedResult.params arch.univariate.base.ARCHModelFixedResult.params
    Contents
    
    PARCHModelFixedResult.params
    
    arch.univariate.base.ARCHModelFixedResult.resid
    
    arch.univariate.base.ARCHModelFixedResult.std_resid
- Utilities
- Background and References
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Change Log

Contents

PARCHModelFixedResult.params

arch.univariate.base.ARCHModelFixedResult.params¶

property ARCHModelFixedResult.params : Series¶: Model Parameters

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© Copyright 2021, Kevin Sheppard.

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